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Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures.
Joanna J. J. Wang
Jennifer So-Kuen Chan
S. T. Boris Choy
Published in:
Comput. Stat. Data Anal. (2011)
Keyphrases
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heavy tailed distributions
probabilistic model
machine learning
statistical models
stock market
computational models
stochastic model
stochastic models
neural network
model selection
prediction model
parametric models